← Back to Stock / ETF implied volatility screener

AERI - Aerie Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
22.5%

Aerie Pharmaceuticals has an Implied Volatility (IV) of 22.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AERI is 3 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for AERI is -1.76 standard deviations away from its 1 year mean.

Market Cap$746.32M
Next Earnings Date11/3/2022 (34d)
Implied Volatility (IV) 30d
22.52
Implied Volatility Rank (IVR) 1y
2.74
Implied Volatility Percentile (IVP) 1y
6.21
Historical Volatility (HV) 30d
3.91
IV / HV
5.76
Open Interest
2.42K
Option Volume
68.00

Data was calculated after the 9/29/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.